Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.66 |
123.42 |
-0.24 |
-0.2% |
122.53 |
High |
123.74 |
123.87 |
0.13 |
0.1% |
123.74 |
Low |
123.39 |
123.37 |
-0.02 |
0.0% |
122.11 |
Close |
123.50 |
123.76 |
0.26 |
0.2% |
123.65 |
Range |
0.35 |
0.50 |
0.15 |
42.9% |
1.63 |
ATR |
0.51 |
0.51 |
0.00 |
-0.1% |
0.00 |
Volume |
874,059 |
921,092 |
47,033 |
5.4% |
4,591,799 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.17 |
124.96 |
124.04 |
|
R3 |
124.67 |
124.46 |
123.90 |
|
R2 |
124.17 |
124.17 |
123.85 |
|
R1 |
123.96 |
123.96 |
123.81 |
124.07 |
PP |
123.67 |
123.67 |
123.67 |
123.72 |
S1 |
123.46 |
123.46 |
123.71 |
123.57 |
S2 |
123.17 |
123.17 |
123.67 |
|
S3 |
122.67 |
122.96 |
123.62 |
|
S4 |
122.17 |
122.46 |
123.49 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.06 |
127.48 |
124.55 |
|
R3 |
126.43 |
125.85 |
124.10 |
|
R2 |
124.80 |
124.80 |
123.95 |
|
R1 |
124.22 |
124.22 |
123.80 |
124.51 |
PP |
123.17 |
123.17 |
123.17 |
123.31 |
S1 |
122.59 |
122.59 |
123.50 |
122.88 |
S2 |
121.54 |
121.54 |
123.35 |
|
S3 |
119.91 |
120.96 |
123.20 |
|
S4 |
118.28 |
119.33 |
122.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.88 |
122.87 |
1.01 |
0.8% |
0.43 |
0.3% |
88% |
False |
False |
872,247 |
10 |
123.88 |
122.11 |
1.77 |
1.4% |
0.48 |
0.4% |
93% |
False |
False |
876,018 |
20 |
123.88 |
122.11 |
1.77 |
1.4% |
0.48 |
0.4% |
93% |
False |
False |
845,613 |
40 |
123.88 |
121.23 |
2.65 |
2.1% |
0.48 |
0.4% |
95% |
False |
False |
691,110 |
60 |
123.88 |
121.10 |
2.78 |
2.2% |
0.47 |
0.4% |
96% |
False |
False |
461,346 |
80 |
123.88 |
119.52 |
4.36 |
3.5% |
0.43 |
0.4% |
97% |
False |
False |
346,036 |
100 |
123.88 |
119.52 |
4.36 |
3.5% |
0.40 |
0.3% |
97% |
False |
False |
276,853 |
120 |
123.88 |
119.52 |
4.36 |
3.5% |
0.33 |
0.3% |
97% |
False |
False |
230,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.00 |
2.618 |
125.18 |
1.618 |
124.68 |
1.000 |
124.37 |
0.618 |
124.18 |
HIGH |
123.87 |
0.618 |
123.68 |
0.500 |
123.62 |
0.382 |
123.56 |
LOW |
123.37 |
0.618 |
123.06 |
1.000 |
122.87 |
1.618 |
122.56 |
2.618 |
122.06 |
4.250 |
121.25 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.71 |
123.72 |
PP |
123.67 |
123.67 |
S1 |
123.62 |
123.63 |
|